8.2 Business Assumptions Supported
The application supports the following types of business assumptions:
Table 7-1 List of business assumptions
Assumption Category | Assumption Sub-category |
---|---|
Cash Flow Movement | Cash Flow Movement |
Asset Sale | |
Cash Flow Delay | |
Delinquency | |
Prepayment | |
Recovery | |
Rollover | |
Run-off | |
Encumbrance | Encumbrance |
Ratings Downgrade | |
Valuation Changes | |
Incremental Cash Flow | Incremental Cash Flow |
Drawdown | |
New Business | |
Ratings Downgrade | |
Run-off | |
Secured Funding/Financing | |
Valuation Changes | |
Value Change | Available Stable Funding Factor |
Haircut | |
Required Stable Funding Factor |
The computations related to each assumption category and sub-category is explained in detail, in the following sections.